CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
375-4 |
377-4 |
2-0 |
0.5% |
373-0 |
High |
380-4 |
383-0 |
2-4 |
0.7% |
380-4 |
Low |
371-4 |
376-4 |
5-0 |
1.3% |
356-0 |
Close |
377-2 |
377-4 |
0-2 |
0.1% |
377-2 |
Range |
9-0 |
6-4 |
-2-4 |
-27.8% |
24-4 |
ATR |
14-1 |
13-5 |
-0-4 |
-3.9% |
0-0 |
Volume |
119,518 |
112,285 |
-7,233 |
-6.1% |
577,463 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
398-4 |
394-4 |
381-1 |
|
R3 |
392-0 |
388-0 |
379-2 |
|
R2 |
385-4 |
385-4 |
378-6 |
|
R1 |
381-4 |
381-4 |
378-1 |
380-6 |
PP |
379-0 |
379-0 |
379-0 |
378-5 |
S1 |
375-0 |
375-0 |
376-7 |
374-2 |
S2 |
372-4 |
372-4 |
376-2 |
|
S3 |
366-0 |
368-4 |
375-6 |
|
S4 |
359-4 |
362-0 |
373-7 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444-6 |
435-4 |
390-6 |
|
R3 |
420-2 |
411-0 |
384-0 |
|
R2 |
395-6 |
395-6 |
381-6 |
|
R1 |
386-4 |
386-4 |
379-4 |
391-1 |
PP |
371-2 |
371-2 |
371-2 |
373-4 |
S1 |
362-0 |
362-0 |
375-0 |
366-5 |
S2 |
346-6 |
346-6 |
372-6 |
|
S3 |
322-2 |
337-4 |
370-4 |
|
S4 |
297-6 |
313-0 |
363-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
383-0 |
356-0 |
27-0 |
7.2% |
10-3 |
2.8% |
80% |
True |
False |
119,221 |
10 |
387-6 |
356-0 |
31-6 |
8.4% |
9-5 |
2.6% |
68% |
False |
False |
105,826 |
20 |
402-0 |
356-0 |
46-0 |
12.2% |
11-7 |
3.1% |
47% |
False |
False |
107,595 |
40 |
428-2 |
339-0 |
89-2 |
23.6% |
13-5 |
3.6% |
43% |
False |
False |
98,676 |
60 |
428-2 |
306-0 |
122-2 |
32.4% |
13-0 |
3.4% |
58% |
False |
False |
96,060 |
80 |
438-4 |
306-0 |
132-4 |
35.1% |
13-5 |
3.6% |
54% |
False |
False |
82,498 |
100 |
590-4 |
306-0 |
284-4 |
75.4% |
13-7 |
3.7% |
25% |
False |
False |
72,823 |
120 |
643-0 |
306-0 |
337-0 |
89.3% |
14-0 |
3.7% |
21% |
False |
False |
63,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-5 |
2.618 |
400-0 |
1.618 |
393-4 |
1.000 |
389-4 |
0.618 |
387-0 |
HIGH |
383-0 |
0.618 |
380-4 |
0.500 |
379-6 |
0.382 |
379-0 |
LOW |
376-4 |
0.618 |
372-4 |
1.000 |
370-0 |
1.618 |
366-0 |
2.618 |
359-4 |
4.250 |
348-7 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
379-6 |
375-2 |
PP |
379-0 |
373-0 |
S1 |
378-2 |
370-6 |
|